# 辅导CPT206 Computer Programming for Financial Mathem

- 首页 >> Algorithm 算法
Thomas Selig
Set: Saturday, 30 April, 2022
Due date: Sunday, 22 May, 2022, 10pm
This is the specification task sheet for the Coursework 3 assessment component of your CPT206
module. The task covers all Learning Outcomes, and has a weighting of 70% towards the final
grade for this module. This assignment has two parts: a coding part described in Section 1, and a
report described in Section 2. The submission deadline for this assignment is Sunday, 22 May,
2022, at 10pm. Detailed submission instructions are provided in Section 3.
1 Program description (65 marks)
The aim of this coursework is to build a program to store, manipulate, and retrieve information
from the evolution of stock prices over time. All the work should be coded into a single Java
NetBeans project, with the class structure and different functionalities of the program described as
follows. All classes should be properly encapsulated, as seen in the Lectures and Labs throughout
the semester. Your project should also contain a Controller class for testing.
1.1 PricePoint class (10 marks)
The basic building block of the program will be a simple PricePoint data class. A PricePoint
object comprises of a pair (t, p(t)), where t is a time coordinate, and p(t) the price at time t.
PricePoint objects should be compared according to their time coordinate.
1.2 PriceData class (25 marks)
A PriceData object stores a collection of PricePoint objects. You should choose a suitable data
structure in the Java collection framework for this, according to the following conditions.
? There should be no duplicate time coordinates among the PricePoint objects in the collection.
? The collection should be maintained in increasing order of time coordinates.
1. It should be possible to create either an empty PriceData object ( containing no PricePoint
objects), or a customised object according to a specified (Java) Collection of PricePoint
objects.
1
2. There should be a method add(PricePoint newPp) to add a new PricePoint to a PriceData
object.
3. We can view a PriceData object as a function p : t 7→ p(t), where we take the linear
interpolation between any consecutive time coordinates of PricePoints. Let ti and tf be the
first and last time coordinates in a givenPriceData object. In addition to being able to get
the value p(t) of this linear interpolation for any time coordinate t ∈ [ti, tf ], it should be
possible to calculate the following statistics:
? the spread of the PriceData, given by max
t∈[ti,tf ]
(p(t))? min
t∈[ti,tf ]
(p(t));
? the average of the PriceData, given by
∫ tf
ti p(t) dt;
? the maximal differential of the PriceData, given by max
t1,t2∈[ti,tf ]
∣∣∣∣p(t1)? p(t2)t1 ? t2
∣∣∣∣.
Each of these should be implemented through a method with the same name as the statistic in
question (e.g. spread() for the spread statistic). There should also be a general display()
method in the PriceData class which displays the above statistics over the given time period
in a sensible and informative manner.
1.3 StockPriceData class (15 marks)
Finally, a StockPriceData object should be a PriceData object with the additional information
of the name of the stock, and two coefficients:
? a positive volatility coefficient v;
? a probability pi ∈ [0, 1] measuring how likely price trends are to continue.
The StockPriceData class should have the same functionalities as the PriceData class. In addition,
there should be a method that, given a time differential ?t, estimates a future PricePoint for the
stock, as follows.
? Draw a random variable r ∈ [0, v].
? Let ε ∈ {?1,+1} be the monotinicity of p(t) at t?f , that is ε = +1 if the function p(t) is
increasing in the final time interval, and ε = ?1 otherwise. Then the future PricePoint is
given by the pair
(
tf + ?t, p(tf + ?t)
)
, where
p(tf + ?t) =
{
p(tf )(1 + εr?t) with probability pi
p(tf )(1? εr?t) with probability (1? pi)
.
1.4 Code quality (15 marks)
The remaining marks (15) will be awarded for the quality of your code, as covered throughout the
semester in the Lectures and Labs.
? Keep your code neat and tidy; make sure it is properly indented throughout.
? Choose suitable names for variables and methods, respecting standard Java naming conventions.
? Comment your code as needed.
? Split your code into separate methods as appropriate; methods should not be too long.
2
2 Report (35 marks)
For this part of the assignment, you will write a report detailing how you designed, implemented,
and tested the program described in Section 1. The report should be typed into e.g. a Word
document, and submitted as a PDF (see Section 3 for more details).
2.1 OOP features (10 marks)
Over the course of the semester, you have learned a number of OOP features (e.g. encapsulation)
and principles (e.g. single responsibility principle). In your report, you will explain where you
have incorporated these in your design and how you have done so; include a brief definition of
the features/principles in question. Be as precise as possible, illustrating with small portions of
code if necessary. Note that not all the features and principles we saw in the lectures need to be
incorporated into your design; your report should only discuss those that are. This section should
be one-and-a-half to two pages in length.
Good example: The Single Responsibility Principle states that every class in the program
should have responsibility over a single functionality of the program; a class should do one thing.
This principle is incorporated into our class design: all the classes have their own, separate, purpose.
For instance, the PricePoint class1...
Bad example: Encapsulation and inheritance are two core features of OOP; they are used in
many parts in my program.
2.2 Testing description (15 marks)
As covered throughout the Lectures and Lab sessions in this module, testing is an essential part of
writing computer programs. In your report, you will include a description of how you tested the
various parts of the program described in Section 1. You will state clearly what functionalities you
tested, and describe how you tested them, thinking carefully about possible corner cases. You may
include some sample code if you wish. This section should be one-and-a-half to two pages in length
(screenshots excluded).
2.3 Improvements (10 marks)
Finally, this program is, by necessity, a simplified model. In your critical evaluation document,
you will list two (2) possible improvements to the system. These could be for instance additional
features to be implemented, changes to existing features so that the system is a more accurate
reflection of a real-world system, etc. Give a brief justification for why these would improve the
system. This part should be no longer than one page in length.
1Give a brief description of the purpose of the PricePoint class here.
3
3 Submission instructions
In the dedicated “Coursework 3 submission” Assignment activity on the Learning Mall Online, you
will need to submit the following two (2) documents.
? A single ZIP archive of your entire NetBeans project. Include all the resources your
project needs to run. This file will be named “CPT206 CW3 Project studentId.zip”.
? Your report from Section 2, typed into e.g. a Word document, and converted into a PDF
file. This file will be named “CPT206 CW3 Report studentId.pdf”.
The submission deadline is: Sunday, 22 May, 2022, at 10pm.
This assignment is individual work. Plagiarism (e.g. copying materials from other sources
without proper acknowledgement) is a serious academic offence. Plagiarism and collusion will not
be tolerated and will be dealt with in accordance with the University Code of Practice on Academic
Integrity. Submitting work created by others, whether paid for or not, is a serious offence, and
will be prosecuted vigorously. Individual students may be invited to explain parts of their code in
person during a dedicated BBB session, and if they fail to demonstrate an understanding of the
code, no credit will be given for that part of the code.
Late submissions. The standard University policy on late submissions will apply: 5% of
the total marks available for the component shall be deducted from the assessment mark for each
working day after the submission date, up to a maximum of five working days, so long as this does
not reduce the mark below the pass mark (40%); submissions more than five working days late will
not be accepted.
This is intended to be a challenging task, and quite a step up from what you have been doing
so far, so think about things carefully. We can - and will - discuss some aspects in the Lab sessions,
and of course, as usual, you can ask me anything by email, during Office Hours, or in the LMO
Forums. Good luck!